Entropic approach to interior point solution of linear programs

DOI10.1016/S0096-3003(02)00365-XMaRDI QIDQ1399799zbMATH OpenOpenAlexFDO

Authors M. Diasparra, Henryk Gzyl

Publication date 30 July 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(02)00365-x

zbMATH Keywords

interior point methodslinear programsmaximum entropy methodregularization methodsuboptimal solutions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)

Review text

An entropic regularization method for obtaining interior suboptimal solutions to a linear program in canonical form is presented. Each suboptimal solution belongs to the relative interior set of feasible solutions. The fundamental question associated to the given method is unanswered: How suboptimal is the feasible solution found?

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Cites work

• Asymptotic analysis of the exponential penalty trajectory in linear programming
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• scientific article; zbMATH DE number 954662 (Why is no real title available?)
• Information Theory and Statistical Mechanics
• Linear programming with maximum entropy
• Matrix scaling, entropy minimization, and conjugate duality. I: Existence conditions
• Maxentropic reconstruction with uncertainty in the data and varying a priori information
• On some methods for entropy maximization and matrix scaling
• The maximum entropy method on the mean: Applications to linear programming and superresolution

Cited in

(5)

• Efficient numerical methods for entropy-linear programming problems
• A maximum entropy method for linear programming
• Linear programming with entropic perturbation
• Toric geometry of entropic regularization
• Linear programming with maximum entropy

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